-18.5%
OTIS vs BB
-29.9%
+11.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.8% |
| 7D | -5.0% | -2.1% | -2.9% | -4.8% |
| 30D | -6.5% | -16.0% | +9.5% | -5.1% |
| 3M | -2.0% | -14.5% | +12.6% | -1.6% |
| 6M | -20.2% | +118.6% | -138.7% | -28.7% |
| YTD | -21.0% | +98.9% | -119.9% | -28.7% |
| 1Y | -20.9% | +99.5% | -120.3% | -29.0% |
| 3Y | -13.3% | +65.4% | -78.7% | -23.5% |
| 5Y | -18.5% | -27.6% | +9.1% | -21.1% |
| All | -18.5% | -29.9% | +11.3% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling